Continuous time hidden Markov model for longitudinal data

DOI10.1016/J.JMVA.2020.104646zbMATH Open1448.62128OpenAlexW3034374097MaRDI QIDQ2196129FDOQ2196129

Authors: Jie Zhou, Xin-Yuan Song, Liuquan Sun 

Publication date: 28 August 2020

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104646

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zbMATH Keywords

longitudinal dataSCAD penaltyML estimatorcontinuous-time HMMsunknown number of hidden states

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Markov processes: estimation; hidden Markov models (62M05)

Cites Work

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Cited In (13)

• Bayesian Heterogeneous Hidden Markov Models with an Unknown Number of States
• Robust fitting of hidden Markov regression models under a longitudinal setting
• Functional concurrent hidden Markov model
• Mixed hidden Markov models for longitudinal data: an overview
• Bayesian latent multi‐state modeling for nonequidistant longitudinal electronic health records
• Intermittent missing observations in discrete-time hidden Markov models
• Order selection for heterogeneous semiparametric hidden Markov models
• Latent classification model for censored longitudinal binary outcome
• BAYESIAN HIDDEN MARKOV MODELS FOR LONGITUDINAL COUNTS
• Hidden Markov Models for Longitudinal Comparisons
• The continuous-time hidden Markov model based on discretization. Properties of estimators and applications
• Mixed Hidden Markov Models
• Order selection for regression-based hidden Markov model

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